Quant Fund Recruiting Experienced Statistical Arbitrage Researcher / Hybrid Location in London

Energy Jobline ZR; City Of London; On-site; GBP 60,000 - 90,000; Full time

Job summary

A global energy recruitment firm is seeking a Quantitative Researcher specializing in statistical arbitrage with 5+ years experience in trading. The role involves developing and implementing trading strategies, analyzing market data, and collaborating with teams to optimize strategies. Candidates should have a Master’s or Ph.D. in a quantitative field, deep expertise in Python and C++, and a proven track record in quantitative finance. A collaborative environment awaits eager professionals ready to innovate.

Qualifications

• 5+ years of experience in quantitative finance or systematic trading.
• Demonstrated experience with high-frequency trading or market-making.
• Proven ability to generate alpha through financial modeling.

Responsibilities

• Partner with the research team to uncover trading opportunities.
• Analyze market data and time-series datasets.
• Develop and enhance predictive models through back-testing.

Skills

Statistical arbitrage strategies

Data analysis in Python

Quantitative finance

Problem-solving abilities

Machine learning techniques

Education

Master’s or Ph.D. in Applied Mathematics, Statistics, Computer Science, Physics

Tools

Python

C++

Job description

Job Description

Energy Jobline is the largest and fastest growing global Energy Job Board and Energy Hub. We have an audience reach of over 7 million energy professionals, 400,000+ monthly advertised global energy and engineering jobs, and work with the leading energy companies worldwide.

We focus on the Oil & Gas, Renewables, Engineering, Power, and Nuclear markets as well as emerging technologies in EV, Battery, and Fusion. We are committed to ensuring that we offer the most exciting career opportunities from around the world for our jobseekers.

Key Responsibilities

• Alpha Research & Strategy Design : Partner with the research team to uncover trading opportunities, leveraging expertise in statistical arbitrage and quantitative research. Build, refine, and implement intraday and systematic trading strategies for global markets.
• Advanced Data Analysis : Analyze large-scale market data and time-series datasets, utilizing cutting-edge statistical methods to uncover actionable patterns and insights.
• Model Development & Validation : Develop, test, and continuously enhance predictive models and systematic strategies through rigorous back-testing, ensuring their robustness across diverse asset classes (e.g., equities, currencies, commodities, and fixed income).
• Collaboration Across Teams : Coordinate closely with technology teams to integrate quantitative models with advanced trading infrastructure.
• Risk Assessment & Strategy Optimization : Apply in-depth knowledge of risk management principles to ensure that trading strategies operate within predefined risk parameters.

Key Qualifications

• Educational Background : Master’s or Ph.D. in Applied Mathematics, Statistics, Computer Science, Physics, or a related quantitative field.
• Professional Expertise :
  • Demonstrated experience with statistical arbitrage strategies, high‑frequency trading, or market‑making.
  • 5+ years of experience in quantitative finance, systematic trading, or proprietary trading environments.
  • Proven ability to generate alpha through rigorous financial modeling, statistical analysis, and innovative research methods.
• Technical Proficiency :
• Strong expertise in Python (particularly for data analysis) and proficiency in C++.
• Familiarity with machine learning techniques and frameworks.
• Advanced skills in analyzing complex datasets, implementing models, and applying statistical methods to trading environments.
• Exceptional problem‑solving abilities, particularly in managing complex datasets and implementing innovative solutions.
• A self‑starter with a demonstrated ability to work independently in a fast‑paced, high‑pressure environment.
• Core Competencies :

This role is open to candidates who have medium‑frequency experience within statistical arbitrage. High‑frequency experience is not fundamental.

If you are a quant researcher who is interested in working in a collaborative start‑up environment with very good backing/peers and you want to be involved in all parts of the research/trading/coding – this is a perfect platform. Quants who are part of a larger team where they cannot get involved in all parts of the process and are just one of so many would find this ideal as a stepping stone into their career.

If you're a driven quantitative professional with deep expertise in statistical arbitrage and a passion for cutting‑edge trading strategies, we encourage you to apply. Please send a PDF CV to [e-mail]

If you are interested in applying for this job please press the Apply Button and follow the application process. Energy Jobline wishes you the very best of luck in your next career move.